Exploring marginal treatment effects: Flexible estimation using Stata

Abstract. In settings that exhibit selection on both levels and gains, marginal treatment
effects (MTE) allow us to go beyond local average treatment effects and
estimate the whole distribution of effects. In this article, I survey the
theory behind MTE and introduce the package mtefe, which uses several
estimation methods to fit MTE models. This package provides important
improvements and flexibility over existing packages such as margte
(Brave and Walstrum, 2014, Stata Journal 14: 191–217) and
calculates various treatment-effect parameters based on the results. I
illustrate the use of the package with examples.